A portmanteau-type test for detecting serial correlation in locally stationary functional time series

DOI10.1007/s11203-022-09285-5arXiv2009.07312OpenAlexW3085525027MaRDI QIDQ6166015

Dette, Holger, Florian Heinrichs, Axel Bücher

Publication date: 6 July 2023

Published in: Statistical Inference for Stochastic Processes (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2009.07312

zbMATH Keywords

autocovariance operatorblock multiplier bootstrapfunctional white noisetime domain test

Mathematics Subject Classification ID

Inference from stochastic processes (62Mxx)

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